Complex Derivatives
Erik Banks · 2004 · Palgrave Macmillan
Desk-oriented guide to TARFs, accumulators, range accruals, and other complex payoff structures in derivatives and structured products.
- Derivatives
- Structured products
Structured products
Hybrids, convertibles, and bespoke payoffs.
3 published titles · Same filter in catalogue
Reviews
Shelf notes for books in this topic.
- Structured Products Volume 2
This volume covers cross-asset hybrids and correlation products.
- Exotic Options: A Guide to Second Generation Options
Exotic Options: A Guide to Second Generation Options
This book is a detailed exploration of advanced derivatives, specifically focusing on second-generation exotic options.
- Complex Derivatives
A desk-oriented guide to complex payoff structures in derivatives and structured products.
Books
Exotic Options: A Guide to Second Generation Options
Peter G. Zhang · 1998 · World Scientific
Reference on second-generation exotics including correlation and multi-asset structures cited in FX options literature.
- Derivatives
- Structured products
Structured Products Volume 2
Equity, Commodity, Credit and New Markets
Satyajit Das · 2006 · John Wiley & Sons
Second volume of Das's structured products series covering equity, commodity, credit, and new markets, with a focus on cross-asset hybrids and correlation products.
- Structured products
- Derivatives